About: Impact of Macroeconomic Determinants on Non-performing Loans in Central and Eastern European Countries

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The aim of the paper is to examine and quantify impact of macroeconomic determinants on non-performing loans (NPLs) in selected Central and Eastern European countries in a period 2000-2013. The empirical evidence is performed on aggregate annual, country-level data from Eurostat and Helgi database for 11 CEE countries: Bulgaria, Croatia, Czech Republic, Estonia, Hungary, Latvia, Lithuania, Poland, Romania, Slovakia and Slovenia. Next variables are used in the analysis: GDP growth, unemployment rate, inflation rate, budget balance to GDP and debt to GDP. Panel regression with fixed effects analysis identified statistically significant impact of unemployment, GDP growth and a crisis on NPLs. Change of unemployment is the most important macroeconomic factor for NPLs changes as an increase of unemployment rate by 1 percentage point is associated with an increase of NPL ratio by 0.64 percentage point. Next, an increase of GDP growth rate by 1 percentage point leads to a decrease of NPLs by 0.13 percentage point. The aim of the paper is to examine and quantify impact of macroeconomic determinants on non-performing loans (NPLs) in selected Central and Eastern European countries in a period 2000-2013. The empirical evidence is performed on aggregate annual, country-level data from Eurostat and Helgi database for 11 CEE countries: Bulgaria, Croatia, Czech Republic, Estonia, Hungary, Latvia, Lithuania, Poland, Romania, Slovakia and Slovenia. Next variables are used in the analysis: GDP growth, unemployment rate, inflation rate, budget balance to GDP and debt to GDP. Panel regression with fixed effects analysis identified statistically significant impact of unemployment, GDP growth and a crisis on NPLs. Change of unemployment is the most important macroeconomic factor for NPLs changes as an increase of unemployment rate by 1 percentage point is associated with an increase of NPL ratio by 0.64 percentage point. Next, an increase of GDP growth rate by 1 percentage point leads to a decrease of NPLs by 0.13 percentage point. (en)
Title	Impact of Macroeconomic Determinants on Non-performing Loans in Central and Eastern European Countries Impact of Macroeconomic Determinants on Non-performing Loans in Central and Eastern European Countries (en)
skos:prefLabel	Impact of Macroeconomic Determinants on Non-performing Loans in Central and Eastern European Countries Impact of Macroeconomic Determinants on Non-performing Loans in Central and Eastern European Countries (en)
skos:notation	RIV/47813059:19520/14:#0002859!RIV15-MSM-19520___
http://linked.open...avai/riv/aktivita	O
http://linked.open...avai/riv/aktivity	O
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Szarowská, Irena
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	20669
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/14:#0002859
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	non-performing loans; macro-financial linkage; CEE countries (en)
http://linked.open.../riv/klicoveSlovo	CEE countries non-performing loans macro-financial linkage
http://linked.open...ontrolniKodProRIV	[CEDA71C4E63E]
http://linked.open...v/mistoKonaniAkce	Ekonomická univerzita v Bratislavě
http://linked.open...i/riv/mistoVydani	Bratislava
http://linked.open...i/riv/nazevZdroje	Proceedengs of the 8th International Conference on Currency, Banking and International Finance
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	SZAROWSKÁ, Irena
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2014-09-10 (xsd:date)
number of pages	12 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Ekonóm
https://schema.org/isbn	978-80-225-4034-6
http://localhost/t...ganizacniJednotka	19520

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